Vanguard Real Estate ETF Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.18% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8918 | 5.13 | |
| 0.1000 | 8.67 | |
| 0.8898 | 74.64 | |
| 0.0003 | 0.45 |
Estimation Period:
Sep 29, 2004 to Feb 6, 2026
Sep 29, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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